Gene-environment interaction (GxE) studies provide insights into the interplay between genetics and the environment but often overlook multiple environmental factors' synergistic effects. This study encompasses the use of environment by environment interaction (ExE) studies to explore interactions among environmental factors affecting lipid phenotypes (e.g., HDL, LDL, and total cholesterol, and triglycerides), which are crucial for disease risk assessment. We developed a novel curated knowledge base, GE.db, integrating genomic and exposomic interactions. In this study, we filtered NHANES exposure variables (available 1999-2018) to identify significant ExE using GE.db. From 101,316 participants and 77 exposures, we identified 263 statistically significant interactions (FDR p < 0.1) in discovery and replication datasets, with 21 interactions significant for HDL-C (Bonferroni p < 0.05). Notable interactions included docosapentaenoic acid (22:5n-3) (DPA) - arachidic acid (20:0), stearic acid (18:0) - arachidic acid (20:0), and blood 2,5-dimethyfuran - blood benzene associated with HDL-C levels. These findings underscore GE.db's role in enhancing -omics research efficiency and highlight the complex impact of environmental exposures on lipid metabolism, informing future health strategies.